{"id":90026,"date":"2001-07-05T00:00:00","date_gmt":"2001-07-05T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/gestion-de-activos-y-pasivos-en-las-carteras-de-vida\/"},"modified":"2001-07-05T00:00:00","modified_gmt":"2001-07-05T00:00:00","slug":"gestion-de-activos-y-pasivos-en-las-carteras-de-vida","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/gestion-de-activos-y-pasivos-en-las-carteras-de-vida\/","title":{"rendered":"Gesti\u00f3n de activos y pasivos en las carteras de vida"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Inmaculada Dominguez Fabian <\/strong><\/h2>\n<p>La gesti\u00f3n de activos y pasivos, alm en nomenclatura anglosajona, de una entidad aseguradora o fondo de pensiones supone llevar a cabo una adecuada coordinaci\u00f3n de los mismos. A\u00fan cuando son varias los trabajos relativos a alm, la gesti\u00f3n de activos y pasivos carece de estandarizaci\u00f3n. La princiapl aportaci\u00f3n de estas tesis es la obtenci\u00f3n e implementaci\u00f3n de la metodolog\u00eda para llevar a cabo la gesti\u00f3n de activos y pasivos de un fondo de pensiones.  trabajando con t\u00e9cnicas estad\u00edsticas y econom\u00e9tricas se persigue un modelo de estimaci\u00f3n que permita conseguir un m\u00e9todo para generar escenarios de comportamiento de los par\u00e1metros rendimientos y factores, que influyen en los activos y pasivos. Con esta generaci\u00f3n de escenariso se obtiene informaci\u00f3n de los rendimientos en el futuro as\u00ed como del riesgo que este comportamiento supone para, posteriormente con esta informaci\u00f3n, y trabajando con t\u00e9cnicas  de optimizaci\u00f3n, obtener un modelo de selecci\u00f3n de inversiones que tenga en cuenta las obligaciones que han de estar cubiertas.  cada una de las partes sobre las que se trabaja en esta tesis es abordada, en primer lugar analizando los modelos existentes en la literatura financiero-actuarial, para posteriormente y tras analizar los datos y la regulaci\u00f3n espa\u00f1ola, desarrollar los mismos de forma pr\u00e1ctica y obtener un modelo de gesti\u00f3n de activos y pasivo apra un fondo de pensiones en espa\u00f1a.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Gesti\u00f3n de activos y pasivos en las carteras de vida<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Gesti\u00f3n de activos y pasivos en las carteras de vida <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Inmaculada Dominguez Fabian <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Extremadura<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 07\/05\/2001<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Hanllela Bosch Princep<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: diego Ramires sarri\u00f3 <\/li>\n<li>Jos\u00e9 enrique Devesa carpio (vocal)<\/li>\n<li>pierre Devolder (vocal)<\/li>\n<li>ricardo Hern\u00e1ndez mogoll\u00f3n (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Inmaculada Dominguez Fabian La gesti\u00f3n de activos y pasivos, alm en nomenclatura anglosajona, de una entidad aseguradora [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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